Morgan Stanley Call 97.5 AZN 21.03.2025
/ DE000MG39KK3
Morgan Stanley Call 97.5 AZN 21.0.../ DE000MG39KK3 /
| 2024-06-03 8:43:43 AM |
Chg.+0.004 |
Bid9:28:49 AM |
Ask9:28:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
+3.08% |
0.117
Bid Size: 3,750 |
0.137
Ask Size: 3,750 |
AstraZeneca PLC |
97.50 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG39KK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-1.79 |
| Time value: |
0.14 |
| Break-even: |
91.21 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.00 |
| Spread %: |
1.48% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
10.02 |
| Rho: |
0.10 |
Quote data
| Open: |
0.134 |
| High: |
0.134 |
| Low: |
0.134 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.35% |
| 1 Month |
|
|
+26.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.105 |
| 1M High / 1M Low: |
0.151 |
0.095 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
